Algorithms (Dec 2015)
A New Smoothing Conjugate Gradient Method for Solving Nonlinear Nonsmooth Complementarity Problems
Abstract
In this paper, by using the smoothing Fischer-Burmeister function, we present a new smoothing conjugate gradient method for solving the nonlinear nonsmooth complementarity problems. The line search which we used guarantees the descent of the method. Under suitable conditions, the new smoothing conjugate gradient method is proved globally convergent. Finally, preliminary numerical experiments show that the new method is efficient.
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